| x | y | coint_pvalue | half_life | zero_cross | pct_outside_2sd | score | |
|---|---|---|---|---|---|---|---|
| 1 | FELE | SPXC | 0.0100000 | 22.13237 | 0.0806324 | 0.0663507 | 0.9268802 |
| 2 | WSFS | ABCB | 0.0100000 | 18.60860 | 0.0735178 | 0.0663507 | 0.9217349 |
| 3 | FIBK | ONB | 0.0100000 | 21.60553 | 0.0798419 | 0.0545024 | 0.9182047 |
| 4 | TCBI | ABCB | 0.0100000 | 24.40199 | 0.0814229 | 0.0655608 | 0.9173677 |
| 5 | WSFS | ASB | 0.0100000 | 23.98015 | 0.0814229 | 0.0568720 | 0.9064063 |
| 6 | UCB | VLY | 0.0100000 | 19.54379 | 0.0640316 | 0.0631912 | 0.9049587 |
| 7 | WSFS | TCBI | 0.0100000 | 18.79628 | 0.0687747 | 0.0552923 | 0.8960633 |
| 10 | AUB | VLY | 0.0100000 | 24.43359 | 0.0861660 | 0.0339652 | 0.8837480 |
| 11 | RNST | TCBI | 0.0100000 | 14.75160 | 0.0845850 | 0.0323855 | 0.8673205 |
| 12 | HRI | NPO | 0.0100000 | 20.86016 | 0.0632411 | 0.0497630 | 0.8602992 |
| 13 | FELE | ESE | 0.0100000 | 23.91527 | 0.0798419 | 0.0236967 | 0.8587033 |
| 14 | IBOC | ONB | 0.0100000 | 14.34639 | 0.0830040 | 0.0268562 | 0.8519237 |
| 15 | RNST | ABCB | 0.0100000 | 25.05281 | 0.0608696 | 0.0458136 | 0.8465640 |
| 16 | NWE | POR | 0.0100000 | 18.68287 | 0.0474308 | 0.0466035 | 0.8412922 |
| 17 | FULT | HWC | 0.0100000 | 20.75629 | 0.0569170 | 0.0229068 | 0.8381763 |
| 18 | RDN | ESNT | 0.0100000 | 23.62156 | 0.0545455 | 0.0426540 | 0.8371403 |
| 19 | CATY | HWC | 0.0100000 | 19.69836 | 0.0490119 | 0.0308057 | 0.8365984 |
| 20 | HP | RIG | 0.0100000 | 23.56871 | 0.0474308 | 0.0497630 | 0.8339788 |
| 21 | FIBK | IBOC | 0.0100000 | 25.41529 | 0.0577075 | 0.0473934 | 0.8331478 |
| 22 | IBOC | AUB | 0.0100000 | 26.22029 | 0.0513834 | 0.0639810 | 0.8325338 |
| 24 | SLG | MAC | 0.0121665 | 25.49511 | 0.0561265 | 0.0758294 | 0.8294071 |
| 25 | BKH | POR | 0.0100000 | 24.61036 | 0.0577075 | 0.0379147 | 0.8236308 |
| 26 | ASB | HWC | 0.0100000 | 28.48705 | 0.0545455 | 0.0505529 | 0.8219903 |
| 28 | UCB | AUB | 0.0100000 | 22.77765 | 0.0498024 | 0.0252765 | 0.8141762 |
| 29 | WHD | AROC | 0.0100000 | 12.88370 | 0.0788043 | 0.0217096 | 0.8102753 |
| 31 | ACA | ESE | 0.0100000 | 13.44216 | 0.0619308 | 0.0236364 | 0.7810495 |
| 32 | HP | MUR | 0.0100050 | 36.30073 | 0.0513834 | 0.0576619 | 0.7785563 |
| 33 | FIBK | PIPR | 0.0100000 | 29.17451 | 0.0521739 | 0.0331754 | 0.7747629 |
| 35 | MHO | IBP | 0.0100000 | 33.96137 | 0.0608696 | 0.0308057 | 0.7669593 |
| 36 | WHD | LBRT | 0.0155545 | 19.78825 | 0.0692935 | 0.0257802 | 0.7656472 |
| 38 | WHD | MUR | 0.0190183 | 20.31691 | 0.0638587 | 0.0502035 | 0.7622161 |
| 39 | CDP | EPRT | 0.0182614 | 20.65499 | 0.0947205 | 0.0465116 | 0.7586902 |
| 41 | VLY | UMBF | 0.0122166 | 31.77519 | 0.0498024 | 0.0560821 | 0.7564009 |
| 42 | NHI | RHP | 0.0100000 | 28.72155 | 0.0490119 | 0.0410742 | 0.7541022 |
| 44 | RNST | ASB | 0.0142920 | 29.73577 | 0.0553360 | 0.0410742 | 0.7395061 |
| 45 | OUT | SBRA | 0.0100000 | 29.34784 | 0.0513834 | 0.0268562 | 0.7365596 |
| 46 | NWE | BKH | 0.0176518 | 28.37077 | 0.0616601 | 0.0568720 | 0.7351792 |
| 47 | CDP | SBRA | 0.0100000 | 37.09768 | 0.0632411 | 0.0458136 | 0.7344280 |
| 49 | FELE | WTS | 0.0179630 | 25.40347 | 0.0577075 | 0.0442338 | 0.7290248 |
| 53 | MUR | RIG | 0.0173514 | 33.94921 | 0.0671937 | 0.0568720 | 0.7150243 |
| 54 | SR | NJR | 0.0109400 | 42.63456 | 0.0505929 | 0.0521327 | 0.7070444 |
| 56 | UCB | UMBF | 0.0100000 | 41.62628 | 0.0411067 | 0.0292259 | 0.6989972 |
| 57 | NHI | CTRE | 0.0100000 | 36.19026 | 0.0347826 | 0.0442338 | 0.6950458 |
| 60 | TMHC | IBP | 0.0126774 | 39.01908 | 0.0592885 | 0.0363349 | 0.6891775 |
| 62 | NHI | IRT | 0.0100000 | 31.43695 | 0.0221344 | 0.0513428 | 0.6834500 |
| 63 | OGS | SR | 0.0100000 | 60.76330 | 0.0434783 | 0.0631912 | 0.6826635 |
| 64 | ZWS | WTS | 0.0196690 | 26.42704 | 0.0537549 | 0.0363349 | 0.6813396 |
| 74 | BGC | CATY | 0.0100000 | 50.73482 | 0.0260870 | 0.0315956 | 0.6276560 |
| 77 | INDB | ONB | 0.0262279 | 43.31820 | 0.0561265 | 0.0710900 | 0.6074868 |
| 81 | AX | UMBF | 0.0162909 | 49.75532 | 0.0521739 | 0.0197472 | 0.5743123 |
Equity Pairs Selection in the Russell 2000
Pairs that passed all filters